NEW YORK (AP) -Jaromir Jagr didn't get the chance to celebrate his goal because the New York Rangers captain was flattened just as he shot.

After a season-saving 3-0 victory over Pittsburgh on Thursday night, no one could stop him from applauding the adoring Madison Square Garden crowd that wasn't ready to say goodbye.

Jagr, facing impending free agency, snapped a scoreless tie in the second period and sealed the win that forced a Game 5 with an empty-net goal.

New York is a major long shot to rally in the series and advance to the Eastern Conference finals, but Jagr and the Rangers showed they still have lots of fight left.

"We have to believe," Jagr said. "That's where you start everything. If you don't believe, you don't have a chance. You have to believe that anything is possible. Then you have to put the pieces together."

The Penguins, who lost for the first time in eight playoff games this year, will try again to finish off the Rangers in Pittsburgh on Sunday. Game 6 would be back in New York on Monday night.

Only two NHL teams have come back to win after trailing 3-0, and none have done it since the 1975 New York Islanders against Pittsburgh.

"We have to learn from our mistakes and we have to be strong in our building," Penguins forward Marian Hossa said. "It won't be easy, but we don't want to come back here."

Henrik Lundqvist, who twice allowed five goals to Pittsburgh in the series, was on top of his game - his best moments coming against MVP finalist Evgeni Malkin. The second-year Penguins forward was denied by Lundqvist's right skate at the post in the first period and then on a penalty shot in the second.

Fans chanted "Hen-rik" as the final moments ticked down, interrupted only when Jagr scored with 13.6 seconds left.

"Last game was a tough one," Lundqvist said. "It's not a new series, but hopefully we have them thinking. We think we can do it. We're going to go for it in Pittsburgh. There's no other way for us."

Lundqvist made 29 saves for his second career playoff shutout.

With 7:15 left in the second, Jagr whipped a shot past Marc-Andre Fleury from the slot as he absorbed a high, heavy hit from Brooks Orpik. He was assisted to the bench after a few anxious moments on the ice, but took his next shift as appreciative fans chanted his name.

"It's great, but we have to make sure we play a little longer," said Jagr, who has five goals and 10 assists in nine playoff games. "Enjoy the moment. It's too bad that we got into a tough situation. Maybe it's happening for a reason that we're down 3-0. You never know. We should just play."

Jagr said after New York's 5-3 loss on Tuesday he had a feeling this team could do something special. His two goals and assist on Brandon Dubinsky's third-period, power-play tally were a good start.

"He is a driven man right now," coach Tom Renney said. "We are going back to Pittsburgh still in the series, and that is the most important thing. We live to play another day and we intend to win."

The injury-plagued Rangers beat the Penguins at home for the fifth time in six games despite missing supreme pest Sean Avery, hospitalized in intensive care since lacerating his spleen in New York's Game 3 loss Tuesday.

New York's Blair Betts sat out after fracturing an orbital bone while blocking a shot on Tuesday. He is sidelined indefinitely and is scheduled to undergo surgery this weekend.

Fellow center Chris Drury shook off an injury to his torso and played.

Lundqvist, a Vezina Trophy finalist for the third straight season, frustrated Malkin several times and even absorbed a crash with the hulking Russian that led to the penalty shot.

Malkin was chased on a breakaway by defenseman Dan Girardi, who sprinted without a stick. In desperation, Girardi gave Malkin a two-handed shove in the back - driving him and the puck into Lundqvist and the net.

"That's one of the first times I've seen a player on the breakaway try to finish his check," Penguins coach Michel Therrien joked about the 6-foot-3 Malkin.

A penalty shot was awarded, but a lengthy video review ensued first to see if the initial play was a goal. It was waved off because Rule 78.5 states when a goalkeeper has been pushed into the net with the puck after making a save the goal will not be allowed.

Malkin then made his attempt, skating slowly down the middle as Lundqvist held his ground. With little room left, he snapped a rising shot that Lundqvist calmly deflected away with his glove.

Dubinsky doubled New York's lead 44 seconds into the third period with the Rangers' second power-play goal in 18 chances this series.

Malkin's night ended in the final minute when he was assessed a misconduct following a scrum that started when he twice kicked the skate of defenseman Paul Mara.

"It's a classless act by a superstar and there is no need for that in the game," Mara said. "It's not like it was just a little slew foot, it's actually a full kick. We'll put that in the back of our minds.

"We got a huge win, and hopefully we'll carry the momentum over to Sunday."

Notes: No team has started 8-0 in the playoffs since the 1985 Edmonton Oilers. ... Penguins LW Gary Roberts played for the first time in the series, replacing Maxime Talbot, who is out with a foot injury. ... Pittsburgh is 5-4 in Game 4 when leading a series 3-0. ... Fleury made 31 saves.